Trading Metrics calculated at close of trading on 22-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
5,619.50 |
5,642.00 |
22.50 |
0.4% |
5,364.25 |
High |
5,655.25 |
5,665.25 |
10.00 |
0.2% |
5,586.25 |
Low |
5,613.50 |
5,582.75 |
-30.75 |
-0.5% |
5,347.75 |
Close |
5,641.50 |
5,594.00 |
-47.50 |
-0.8% |
5,578.25 |
Range |
41.75 |
82.50 |
40.75 |
97.6% |
238.50 |
ATR |
84.45 |
84.31 |
-0.14 |
-0.2% |
0.00 |
Volume |
1,086,814 |
1,409,474 |
322,660 |
29.7% |
6,416,867 |
|
Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,861.50 |
5,810.25 |
5,639.50 |
|
R3 |
5,779.00 |
5,727.75 |
5,616.75 |
|
R2 |
5,696.50 |
5,696.50 |
5,609.00 |
|
R1 |
5,645.25 |
5,645.25 |
5,601.50 |
5,629.50 |
PP |
5,614.00 |
5,614.00 |
5,614.00 |
5,606.25 |
S1 |
5,562.75 |
5,562.75 |
5,586.50 |
5,547.00 |
S2 |
5,531.50 |
5,531.50 |
5,579.00 |
|
S3 |
5,449.00 |
5,480.25 |
5,571.25 |
|
S4 |
5,366.50 |
5,397.75 |
5,548.50 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.50 |
6,137.50 |
5,709.50 |
|
R3 |
5,981.00 |
5,899.00 |
5,643.75 |
|
R2 |
5,742.50 |
5,742.50 |
5,622.00 |
|
R1 |
5,660.50 |
5,660.50 |
5,600.00 |
5,701.50 |
PP |
5,504.00 |
5,504.00 |
5,504.00 |
5,524.50 |
S1 |
5,422.00 |
5,422.00 |
5,556.50 |
5,463.00 |
S2 |
5,265.50 |
5,265.50 |
5,534.50 |
|
S3 |
5,027.00 |
5,183.50 |
5,512.75 |
|
S4 |
4,788.50 |
4,945.00 |
5,447.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.25 |
5,536.50 |
128.75 |
2.3% |
55.25 |
1.0% |
45% |
True |
False |
1,142,158 |
10 |
5,665.25 |
5,319.50 |
345.75 |
6.2% |
63.50 |
1.1% |
79% |
True |
False |
1,235,617 |
20 |
5,665.25 |
5,120.00 |
545.25 |
9.7% |
99.25 |
1.8% |
87% |
True |
False |
1,800,057 |
40 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
80.75 |
1.4% |
79% |
False |
False |
1,720,236 |
60 |
5,721.25 |
5,120.00 |
601.25 |
10.7% |
70.75 |
1.3% |
79% |
False |
False |
1,357,238 |
80 |
5,721.25 |
5,092.00 |
629.25 |
11.2% |
65.50 |
1.2% |
80% |
False |
False |
1,018,901 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
67.00 |
1.2% |
82% |
False |
False |
815,600 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
63.75 |
1.1% |
82% |
False |
False |
679,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,016.00 |
2.618 |
5,881.25 |
1.618 |
5,798.75 |
1.000 |
5,747.75 |
0.618 |
5,716.25 |
HIGH |
5,665.25 |
0.618 |
5,633.75 |
0.500 |
5,624.00 |
0.382 |
5,614.25 |
LOW |
5,582.75 |
0.618 |
5,531.75 |
1.000 |
5,500.25 |
1.618 |
5,449.25 |
2.618 |
5,366.75 |
4.250 |
5,232.00 |
|
|
Fisher Pivots for day following 22-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,624.00 |
5,624.00 |
PP |
5,614.00 |
5,614.00 |
S1 |
5,604.00 |
5,604.00 |
|